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Supertrend DashboardOverview This dashboard is a multi-timeframe technical indicator dashboard based on Supertrend. It combines: Trend detection via Supertrend Momentum via RSI and OBV (volume) Volatility via a basic candle-based metric (bs) Trend strength via ADX Multi-timeframe analysis to see whether the trend is bullish across different timeframes It then displays this info in a table on the chart with colors for quick visual interpretation. 2️⃣ Inputs Dashboard settings: enableDashboard: Toggle the dashboard on/off locationDashboard: Where the table appears (Top right, Bottom left, etc.) sizeDashboard: Text size in the table strategyName: Custom name for the strategy Indicator settings: factor (Supertrend factor): Controls how far the Supertrend lines are from price atrLength: ATR period for Supertrend calculation rsiLength: Period for RSI calculation Visual settings: colorBackground, colorFrame, colorBorder: Control dashboard style 3️⃣ Core Calculations a) Supertrend Supertrend is a trend-following indicator that generates bullish or bearish signals. Logic: Compute ATR (atr = ta.atr(atrLength)) Compute preliminary bands: upperBand = src + factor * atr lowerBand = src - factor * atr Smooth bands to avoid false flips: lowerBand := lowerBand > prevLower or close < prevLower ? lowerBand : prevLower upperBand := upperBand < prevUpper or close > prevUpper ? upperBand : prevUpper Determine direction (bullish / bearish): dir = 1 → bullish dir = -1 → bearish Supertrend line = lowerBand if bullish, upperBand if bearish Output: st → line to plot bull → boolean (true = bullish) b) Buy / Sell Trigger Logic: bull = ta.crossover(close, supertrend) → close crosses above Supertrend → buy signal bear = ta.crossunder(close, supertrend) → close crosses below Supertrend → sell signal trigger → checks which signal was most recent: trigger = ta.barssince(bull) < ta.barssince(bear) ? 1 : 0 1 → Buy 0 → Sell c) RSI (Momentum) rsi = ta.rsi(close, rsiLength) Logic: RSI > 50 → bullish RSI < 50 → bearish d) OBV / Volume Trend (vosc) OBV tracks whether volume is pushing price up or down. Manual calculation (safe for all Pine versions): obv = ta.cum( math.sign( nz(ta.change(close), 0) ) * volume ) vosc = obv - ta.ema(obv, 20) Logic: vosc > 0 → bullish vosc < 0 → bearish e) Volatility (bs) Measures how “volatile” the current candle is: bs = ta.ema(math.abs((open - close) / math.max(high - low, syminfo.mintick) * 100), 3) Higher % → stronger candle moves Displayed on dashboard as a number f) ADX (Trend Strength) = ta.dmi(14, 14) Logic: adx > 20 → Trending adx < 20 → Ranging g) Multi-Timeframe Supertrend Timeframes: 1m, 3m, 5m, 10m, 15m, 30m, 1H, 2H, 4H, 12H, 1D Logic: for tf in timeframes = request.security(syminfo.tickerid, tf, f_supertrend(ohlc4, factor, atrLength)) array.push(tf_bulls, bull_tf ? 1.0 : 0.0) bull_tf ? 1.0 : 0.0 → converts boolean to number Then we calculate user rating: userRating = (sum of bullish timeframes / total timeframes) * 10 0 → Strong Sell, 10 → Strong Buy 4️⃣ Dashboard Table Layout Row Column 0 (Label) Column 1 (Value) 0 Strategy strategyName 1 Technical Rating textFromRating(userRating) (color-coded) 2 Current Signal Buy / Sell (based on last Supertrend crossover) 3 Current Trend Bullish / Bearish (based on Supertrend) 4 Trend Strength bs % 5 Volume vosc → Bullish/Bearish 6 Volatility adx → Trending/Ranging 7 Momentum RSI → Bullish/Bearish 8 Timeframe Trends 📶 Merged cell 9-19 1m → Daily Bullish/Bearish for each timeframe (green/red) 5️⃣ Color Logic Green shades → bullish / trending / buy Red / orange → bearish / weak / sell Yellow → neutral / ranging Example: dashboard_cell_bg(1, 1, colorFromRating(userRating)) dashboard_cell_bg(1, 2, trigger ? color.green : color.red) dashboard_cell_bg(1, 3, superBull ? color.green : color.red) Makes the dashboard visually intuitive 6️⃣ Key Logic Flow Calculate Supertrend on current timeframe Detect buy/sell triggers based on crossover Calculate RSI, OBV, Volatility, ADX Request Supertrend on multiple timeframes → convert to 1/0 Compute user rating (percentage of bullish timeframes) Populate dashboard table with colors and values ✅ The result: You get a compact, fast, multi-timeframe trend dashboard that shows: Current signal (Buy/Sell) Current trend (Bullish/Bearish) Momentum, volatility, and volume cues Trend across multiple timeframes Overall technical rating It’s essentially a full trend-strength scanner directly on your chart.
Pine Script®指標
由FuturesCall提供
1
Full Session ATR Range (Live) - with Position ToggleBelow is a publication-ready text for the "Full Session ATR Range (Live) - with Position Toggle" indicator, written in a professional yet accessible style suitable for a trading community (e.g., TradingView or a blog). The text highlights the indicator's features, usage, and benefits, while avoiding overly technical jargon for a broad audience. --- ### Introducing the Full Session ATR Range (Live) Indicator with Position Toggle Enhance your trading strategy with the **Full Session ATR Range (Live) Indicator**, a powerful tool designed to provide real-time insights into market volatility and session dynamics. This customizable indicator, now available with a position toggle feature, compares the current session's range to a 10-day Average True Range (ATR), helping traders gauge market activity and anticipate potential movements. #### Key Features - **Live Range Tracking**: Displays the current session's range (high minus low) alongside a 10-day ATR, updated in real-time during market hours. - **Session Mode Flexibility**: Includes an auto-toggle option to switch between Electronic Trading Hours (ETH) and Regular Trading Hours (RTH), adapting to your preferred trading session. Manually select ETH or RTH, or let the indicator auto-detect based on market hours. - **Comprehensive Metrics**: Offers a detailed breakdown including: - Range/Avg %: Percentage of the current range relative to the 10-day ATR. - Points Left: Remaining points to reach the average range. - 100% Range Up/Dn: Potential upper and lower targets based on the ATR difference. - **Position Customization**: Adjust the table's location on your chart with options like top-left, top-right, middle-center, or bottom-right for optimal visibility. - **Visual Appeal**: Features a customizable background and text color to match your chart theme. #### How It Works The indicator calculates the 10-day ATR using daily data and tracks the current session's range, resetting at the start of each day or session change. During market hours (e.g., 6 AM - 8 PM CDT, adjustable), it updates live, providing actionable insights. When the market is closed, it displays historical ATR while marking live metrics as "n/a" to avoid confusion. The ETH/RTH toggle ensures the range reflects either the full extended session or the core trading hours, tailored to your strategy. #### Why Use It? Whether you're a day trader monitoring intraday volatility or a swing trader assessing longer-term trends, this indicator helps you: - Identify overextended or underactive sessions compared to historical norms. - Plan entries and exits with targets based on the 100% Range Up/Dn levels. - Stay informed with a clean, adjustable display that fits your workflow. #### Installation & Customization 1. Add the indicator to your TradingView chart. 2. Adjust the ATR length (default: 10 days) and table position via the input settings. 3. Choose your session mode (Auto, ETH, or RTH) and customize colors to suit your style. 4. Test during market hours for live updates—note that static values may appear outside trading sessions. #### Feedback & Support This indicator is designed for flexibility and ease of use. Share your feedback or request enhancements by commenting below or contacting the developer. Happy trading!
Pine Script®指標
由Futurestraderbrian提供
Futures Key LevelsKey Levels — Sessions, Previous Ranges & Opens (Chicago-aligned sessions) What it does This indicator plots commonly used reference levels across multiple timeframes to help you frame the day and find confluence: Sessions (Chicago TZ): London, New York, and Asia session high/low ranges. Previous Period Ranges: Previous Day / Week / Month / Quarter / Year High/Low and optional Mid. Opens: Current Daily / Weekly / Monthly / Quarterly / Yearly opens. Intraday (4H): Previous 4-Hour High/Low + optional Mid. Monday Range: Captures Monday’s High/Low (and optional Mid) to use as a weekly reference. Price-scale markers: Optional markers that track key levels on the price scale without adding extra lines. How it works (concepts & calculations) Higher-timeframe values are retrieved using request.security() and update when a new period begins (e.g., previous day’s H/L become fixed at the start of the new day). Session ranges are built from bar data within session windows using time(session, "America/Chicago"): London: 02:00–05:00 CT New York: 08:30–15:00 CT Asia: 20:00–00:00 CT “Mid” levels are simple midpoints between each period’s High and Low. Merge Levels: when different levels land at the same price, their labels are merged to reduce clutter (e.g., “PDH / PWH”). Why this version is useful / original bits All-white baseline for clean charts; session colors stand out by design: London = Yellow, New York = Aquatic Blue, Asia = Red. Right-anchored mode lets you park levels to the right side of the chart with a configurable anchor distance. Label merging keeps the display minimal when multiple levels coincide. Price-scale-only markers available when you prefer fewer lines on the chart. Inputs & customization Display Style: Standard or Right Anchored (+ distance controls). Levels toggles: enable/disable each period (Daily/Weekly/Monthly/Quarterly/Yearly), Monday range, 4H range, and session ranges. Text: optional shorthand labels (e.g., PDH/PDL, PWH/PWL). Colors: global white theme, with session highlights; you can override in the Inputs. Price-scale markers: on/off toggle. How to use it Use previous High/Low as liquidity pools and areas to watch for sweeps, breaks, or retests. The Monday range often frames the rest of the week; breaks or rejections around Monday H/L can be informative. The 4H previous range gives intraday context—great for mean-reversion vs. continuation reads. Session ranges help you see where the active session expanded price and where liquidity may remain. Notes & limitations Sessions are computed in America/Chicago; higher-TF levels use the symbol’s exchange timezone. This is an indicator, not a strategy; it does not place trades or claim performance. Always combine levels with your own execution rules (structure, momentum, risk). Credit: inspired by spacemanBTC; this version adds the all-white styling, Chicago-aligned sessions, right-anchoring, label merging, and price-scale markers. Also my mentor to tell me about the levels Disclaimer This tool is for educational purposes only and is not financial advice. Markets involve risk; do your own research and manage risk appropriately.
Pine Script®指標
由thesyjaga提供
1
Futures Multi-Asset Open Distance Table## Multi-Asset Open Distance Table - Quick Description This Pine Script indicator displays a **real-time table** that tracks how far **three user-selected assets** are from their key opening price levels. **What it shows:** - **Three customizable assets** (default: NQ!, ES!, YM!) - **Distance from 3 key opens** for each asset: - **1800 ET Open** (Electronic trading session start) - **0930 ET Open** (Regular market hours start) - **Weekly Open** (Beginning of trading week) **Visual features:** - **Percentage changes** from each open level - **Color coding**: Green for gains above opens, red for losses below opens - **Direction arrows**: ▲ (above), ▼ (below), ■ (unchanged) - **Customizable table position** and size **Perfect for:** - **Intraday traders** monitoring key session levels - **Multi-timeframe analysis** across different market opens - **Quick reference** to see which assets are performing relative to major opening levels - **Session-based trading strategies** using 6PM and 9:30AM opens The table updates in real-time and provides an at-a-glance view of where your chosen assets stand relative to these critical price reference points throughout the trading day.
Pine Script®指標
由Fractaldactyl提供
Futures Weekly Open RangeThe weekly opening range ( high to low ) is calculated from the open of the market on Sunday (1800 EST) till the opening of the Bond Market on Monday morning (0800 EST). This is the first and most crucial range for the trading week. As ICT has taught, price is moving through an algorithm and as such is fractal; because price is fractal, the opening range can be calculated and projected to help determine if price is trending or consolidating. As well; this indicator can be used to incorporate his PO3 concept to enter above the weekly opening range for shorts if bearish, or entering below the opening range for longs if bullish. This indicator takes the high and low of weekly opening range, plots those two levels, plots the opening price for the new week, and calculates the Standard Deviations of the range and plots them both above and below of the weekly opening range. These are all plotted through the week until the start of the new week. The range is calculated by subtracting the high from the low during the specified time. The mid-point is half of that range added to the low. The Standard deviation is multiples of the range (up to 10) added to the high and subtracted from the low. At this time the indicator will only plot the Standard deviation lines on the minutes time frame below 1 hour. Only the range and range lines will be plotted on the hourly chart.
Pine Script®指標
由Fractaldactyl提供
1
Smart Session Zones Pro [ZS]# Smart Session Zones Pro Created by Zakaria Safri Hey traders! I built this because I got tired of cluttered session indicators that either did too little or made my charts look like a mess. This one's different - it's clean, customizable, and actually useful for ICT-style trading. --- ## What Does It Do? SESSION ZONES (The Main Thing) You get 5 sessions you can turn on/off and customize however you want: - Asian session (default 8pm-12am NY time) - London session (2am-5am) - NY Morning (9:30am-11am) - the good stuff - NY Lunch (12pm-1pm) - NY Afternoon (1:30pm-4pm) Each session shows up as a colored box, and you can change literally everything - the times, colors, labels, transparency, whatever. SESSION HIGHS & LOWS This is where it gets useful. The indicator automatically marks the high and low of each session and extends them forward. You know, those levels everyone's watching where price tends to react? You can: - Keep extending them even after they break (if you're into that) - Stop them once price touches (cleaner charts) - Show just the most recent session or all of them - Add a 50% line (equilibrium) between high and low - Get alerts when they break RANGE ANALYTICS TABLE Small table in the corner that shows you: - Current session's range (high minus low) - Average range over the last X sessions (you pick how many) - Which session is currently active Super handy for knowing if you're in a slow or fast session. If NY Morning usually does 50 pips but today it's only done 15, you know something's off. EXTRA STUFF THAT'S ACTUALLY USEFUL Daily/Weekly/Monthly Levels: - Previous day/week/month high and low - Opening prices for each timeframe - Separator lines to mark new days/weeks/months - Day of week labels (Monday, Tuesday, etc.) so you don't have to count Custom Levels: - Add up to 4 horizontal price levels at specific times - Add up to 4 vertical time lines - Great for marking things like "true day open" at midnight or news times --- ## Who's This For? If you trade based on sessions (especially ICT concepts), this is for you. Works great for: - Forex traders watching London/NY overlap - Futures traders scalping ES/NQ during killzones - Anyone who cares about what session they're in - Day traders who use previous session highs/lows Not so great for: - Swing traders on daily charts (it's overkill) - People who hate having levels on their chart - Set-and-forget strategies --- ## How I Use It MY SETUP (15min ES chart): - London and NY Morning sessions enabled - Show highs/lows with alerts - Range table on (helps me know if it's worth trading) - Previous day high/low - That's it. Clean and simple. FOR SCALPING (5min chart): - Just NY Morning session - Equilibrium line enabled (entries on retest) - Range table to gauge volatility - Alerts on high/low breaks FOR SWING CONTEXT (1H chart): - All sessions off (too messy) - Just use it for weekly/monthly levels - Maybe London session if I care about overnight ranges --- ## Setup Tips 1. START MINIMAL - Turn on ONE session first, see if you like it, then add more 2. ADJUST TRANSPARENCY - Default is 80%, but play with it until it looks right 3. USE THE TIMEFRAME LIMIT - If you don't want this showing on 4H charts, set the limit to 1H 4. HISTORICAL LIMIT MATTERS - I keep it at 3 sessions, more than that gets cluttered 5. COLORS - Make them different enough that you can tell sessions apart at a glance --- ## The Customization Stuff Look, there's a ton of settings. Here's what actually matters: MUST CONFIGURE: - Which sessions you want (turn off the ones you don't trade) - Timezone (super important - set it to your broker's time or exchange time) - Historical limit (how many past sessions to show) NICE TO CONFIGURE: - Colors and transparency - Whether labels go on the right side or at the level - Range analytics period (I use 5 sessions) PROBABLY DON'T NEED TO TOUCH: - Line styles and widths (defaults are fine) - Text sizes (unless you have a tiny monitor) --- ## Common Questions Q: Why aren't zones showing up? A: Check three things - 1) Is that session enabled? 2) Is your timezone set correctly? 3) Are you on a timeframe below the limit? (default is 4H, so it won't show on daily charts) Q: Can I change the session times? A: Yep, every session time is editable. Click the settings gear, find the session, change the time. Q: Do alerts work? A: Yes, but you need to create the alert AFTER enabling the sessions you want. Right-click chart > Add Alert > pick the condition. Q: What's the difference between "Stop at Break" and "Continue Forward"? A: Stop at Break = line disappears when price touches it. Continue Forward = line keeps going even after it breaks (if you want to see retests). Q: This is too cluttered, help! A: Turn off some sessions. Seriously. You probably don't need all 5. Also lower the historical limit to 1 or 2. --- ## Technical Stuff Built in Pine Script v5, uses proper session detection based on timezone, handles all the array management for you, optimized to not slow down your charts. Supports: - All intraday timeframes (1min to 4H) - 27 different timezones - Up to 10 historical sessions (but honestly 3 is plenty) - 500 labels/lines/boxes (that's the TradingView limit) --- ## Updates & Support I actually use this indicator myself, so it'll get updated when needed. If something breaks or you have a feature request, let me know. Current version: 1.0 Last updated: 2024 --- ## Real Talk This won't make you profitable by itself. It's just a tool. Session highs and lows work because other traders are watching them too, not because of magic. Use it as part of a complete strategy. Know WHY you're taking trades, not just "because the line is there." And yeah, I know there are other session indicators out there. Built this one because I wanted exactly what I wanted, nothing more, nothing less. Hope you find it useful too. --- ## Quick Feature List - 5 customizable trading sessions - Automatic session high/low detection - 50% equilibrium levels - Range analytics with averages - Daily/Weekly/Monthly levels - Custom horizontal and vertical lines - Break alerts for all levels - 27 timezone options - Day of week labels - Clean, professional look - Won't slow down your charts --- Made by Zakaria Safri If this helps your trading, drop a like. If you have questions, ask in the comments. Good luck out there. --- DISCLAIMER This is a tool, not advice. Trading is risky. Don't trade money you can't afford to lose. Past performance means nothing. You know the drill.
Pine Script®指標
由zakariasafri47提供
xVWAP (Multi-Source VWAP)This indicator lets you plot a true cross-symbol VWAP — volume-weighted average price taken from any symbol or from your current chart. It’s ideal for futures, micros/minis, indices, and correlated assets (e.g., MGC ↔ GC1!, MNQ ↔ NQ1!, ES ↔ SPX). You can choose the source symbol, anchor period, and display up to three standard-deviation bands around VWAP. In the chart, since I trade Micros, I used MGC1! (colored), then overlay it with the VWAP from GC1! (Grey).
Pine Script®指標
由bibabiera提供
Really Key Levels█  OVERVIEW This indicator shows the most useful and universally used key trading levels (and only those) in a visually appealing way. Its originality lies in the fact that it was developed due to being unable to find an indicator that wasn't cluttered with other features or far less relevant levels, or one that would indicate the bar causing the level (i.e., not just using a horizontal line over the whole chart), or one that was well-programmed and didn’t frequently refresh for many seconds for no obvious reason, taking far too long to do so for such a seemingly simple indicator. █  FEATURES Shows the most frequently used key levels in a visually appealing way Indicates the bar that causes the level, with the line starting at that bar Works correctly and consistently on both RTH and ETH charts Lines can be optionally extended both left and right, if the user prefers Works with US/European stocks and US futures (at least) Configurable futures regular session (default time is for CME futures, e.g., ES/NQ, etc.) Users can configure line colour, style, and thickness Adjustable label locations to prevent overlap with other indicator labels Nice defaults that look good, and a well-contrasting label text colour Well-documented, high-quality, open-source code for those who are interested █  CONCEPTS The indicator shows the following levels by a line starting at the bar that causes them: Current Day RTH High/Low (visible and updated only during RTH; visible with no further updates in the post-market) Current Day RTH Open (only after the RTH open) Pre-Market High/Low (as it develops in the pre-market and fixed after RTH open) Previous Day RTH Close Previous Day RTH High/Low Previous Day Pre-Market High-Low Two Days Ago RTH Close Other levels may be added in future versions, if requested and if they are Really Key Levels. Regarding futures: despite being a 23-hour market (for CME futures, 5 p.m. the previous day to 4 p.m. the current day), most trading activity takes place together with the RTH on stock exchanges in New York, 08:30 to 3 p.m. Central (Chicago) time. Therefore, a user-configurable regular market is defined at those times, with times before this (from 5 p.m. the previous day) being considered pre-market, and times after this (until 4 p.m.) being considered post-market. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █  LIMITATIONS Pre-market levels are not shown when viewing an RTH chart. The indicator was developed and tested on US/European stocks and US futures. It may or may not work for stocks and futures in other countries (depending on their pre- and post-market definitions and what information the exchange provides to TradingView via the relevant built-in Pine Script variable). It does not work on other security types, especially those with a 24-hour market that don't have a uniquely defined daily close, implicit H/L time window, or a pre-market.
Pine Script®指標
由BruzX提供
1
Cash And Carry Arbitrage BTC Compare Month 6 by SeoNo1Detailed Explanation of the BTC Cash and Carry Arbitrage Script Script Title: BTC Cash And Carry Arbitrage Month 6 by SeoNo1 Short Title: BTC C&C ABT Month 6 Version: Pine Script v5 Overlay: True (The indicators are plotted directly on the price chart) Purpose of the Script This script is designed to help traders analyze and track arbitrage opportunities between the spot market and futures market for Bitcoin (BTC). Specifically, it calculates the spread and Annual Percentage Yield (APY) from a cash-and-carry arbitrage strategy until a specific expiry date (in this case, June 27, 2025). The strategy helps identify profitable opportunities when the futures price of BTC is higher than the spot price. Traders can then buy BTC in the spot market and short BTC futures contracts to lock in a risk-free profit. 1. Input Settings Spot Symbol: The real-time BTC spot price from Binance (BTCUSDT). Futures Symbol: The BTC futures contract that expires in June 2025 (BTCUSDM2025). Expiry Date: The expiration date of the futures contract, set to June 27, 2025. These inputs allow users to adjust the symbols or expiry date according to their trading needs. 2. Price Data Retrieval Spot Price: Fetches the latest closing price of BTC from the spot market. Futures Price: Fetches the latest closing price of BTC futures. Spread: The difference between the futures price and the spot price (futures_price - spot_price). The spread indicates how much higher (or lower) the futures price is compared to the spot market. 3. Time to Maturity (TTM) and Annual Percentage Yield (APY) Calculation Current Date: Gets the current timestamp. Time to Maturity (TTM): The number of days left until the futures contract expires. APY Calculation: Formula: APY = ( Spread / Spot Price ) x ( 365 / TTM Days ) x 100 This represents the annualized return from holding a cash-and-carry arbitrage position if the trader buys BTC at the spot price and sells BTC futures. 4. Display Information Table on the Chart A table is created on the chart's top-right corner showing the following data: Metric: Labels such as Spread and APY Value: Displays the calculated spread and APY The table automatically updates at the latest bar to display the most recent data. 5. Alert Condition This sets an alert condition that triggers every time the script runs. In practice, users can modify this alert to trigger based on specific conditions (e.g., APY exceeds a threshold). 6. Plotting the APY and Spread APY Plot: Displays the annualized yield as a blue line on the chart. Spread Plot: Visualizes the futures-spot spread as a red line. This helps traders quickly identify arbitrage opportunities when the spread or APY reaches desirable levels. How to Use the Script Monitor Arbitrage Opportunities: A positive spread indicates a potential cash-and-carry arbitrage opportunity. The larger the APY, the more profitable the arbitrage opportunity could be. Timing Trades: Execute a buy on the BTC spot market and simultaneously sell BTC futures when the APY is attractive. Close both positions upon futures contract expiry to realize profits. Risk Management: Ensure you have sufficient margin to hold both positions until expiry. Monitor funding rates and volatility, which could affect returns. Conclusion This script is an essential tool for traders looking to exploit price discrepancies between the BTC spot market and futures market through a cash-and-carry arbitrage strategy. It provides real-time data on spreads, annualized returns (APY), and visual alerts, helping traders make informed decisions and maximize their profit potential.
Pine Script®指標
由seono1提供
Lot Size + Margin InfoThis indicator is designed to give Futures & Options traders instant access to lot size and estimated margin requirements for the instrument they are viewing — directly on their TradingView chart. It combines real-time symbol detection with a built-in, regularly updated margin lookup table (sourced from Kotak Securities’ published margin requirements), while also handling fallback logic for unknown or unsupported symbols. --- ### What It Does * Automatically Detects the Instrument Type Identifies whether the current chart’s symbol is a futures contract, option, or a cash/spot instrument. * Shows Accurate Lot Size For supported F\&O symbols, it fetches the correct lot size directly from exchange data. For options, it retrieves the lot size from the option’s point value. For cash/spot symbols with linked futures, it uses the futures lot size. * Calculates Estimated Margin * For futures: `Lot Size × Current Price × Margin%` (Margin% sourced from the internal lookup table). * For options: `Lot Size × Current Price` (simple multiplication, as options margin ≈ premium cost). * For unsupported or non-FnO symbols: Displays "No FnO". * Fallback Margin Logic If a symbol is missing from the margin lookup table, the script applies a user-defined default margin percentage and highlights the data in orange to indicate it’s using fallback values. * Debug Mode for Transparency A toggle to display the exact symbol string used for fetching lot size and margin, so traders can verify the data source. --- ### How It Works 1. Symbol Normalization The script standardizes symbol names to match the margin table format (e.g., converting `"NIFTY1!"` to `"NIFTY"`). 2. Type-Based Handling * Futures – Uses point value for lot size, applies specific margin % from the table. * Options – Uses option point value for lot size, margin is simply premium × lot size. * Cash Symbols with Linked Futures – Attempts to find and use the associated futures contract for lot/margin data. * Unsupported Symbols – Displays `"No FnO"`. 3. Margin Table Integration The margin % table is manually updated from a reliable broker’s margin sheet (Kotak Securities) — ensuring alignment with real trading conditions. 4. Customizable Display * Position (Top Right / Bottom Left / Bottom Right) * Table background color, text color, font size, border width * Editable label text for lot size and margin display * Toggleable lot size and margin sections --- ### How to Use 1. Add the Indicator to Your Chart – Works on any NSE Futures, Options, or Cash symbol with linked F\&O. 2. Configure Display Settings – Choose whether to show lot size, margin, or both, and place the info table where you prefer. 3. Adjust Fallback Margin % – If you trade less common contracts, set your default margin % to reflect your broker’s requirement. 4. Enable Debug Mode (Optional) – To see the exact symbol source the script is using. --- ### Best For * Intraday & Positional F\&O Traders who need instant clarity on lot size and margin before entering trades. * Options Sellers & Buyers who want quick cost estimates. * Traders Switching Symbols Quickly — saves time by removing the need to check the broker’s margin sheet manually. --- 💡 Pro Tip: Since margin requirements can change, keep the script updated whenever your broker revises margin data. This version’s margin table is updated as of 13-08-2025.
Pine Script®指標
由Hitesh2603提供
Intrabar Volume Delta — RealTime + History (Stocks/Crypto/Forex)Intrabar Volume Delta Grid — RealTime + History (Stocks/Crypto/Forex) # Short Description Shows intrabar Up/Down volume, Delta (absolute/relative) and UpShare% in a compact grid for both real-time and historical bars. Includes an MTF (M1…D1) dashboard, contextual coloring, density controls, and alerts on Δ and UpShare%. Smart historical splitting (“History Mode”) for Crypto/Futures/FX. --- # What it does (Quick) * **UpVol / DownVol / Δ / UpShare%** — visualizes order-flow inside each candle. * **Real-time** — accumulates intrabar volume live by tick-direction. * **History Mode** — splits Up/Down on closed bars via simple or range-aware logic. * **MTF Dashboard** — one table view across M1, M5, M15, M30, H1, H4, D1 (Vol, Up/Down, Δ%, Share, Trend). * **Contextual opacity** — stronger signals appear bolder. * **Label density** — draw every N-th bar and limit to last X bars for performance. * **Alerts** — thresholds for |Δ|, Δ%, and UpShare%. --- # How it works (Real-Time vs History) * **Real-time (open bar):** volume increments into **UpVolRT** or **DownVolRT** depending on last price move (↑ goes to Up, ↓ to Down). This approximates live order-flow even when full tick history isn’t available. * **History (closed bars):** * **None** — no split (Up/Down = 0/0). Safest for equities/indices with unreliable tick history. * **Approx (Close vs Open)** — all volume goes to candle direction (green → Up 100%, red → Down 100%). Fast but yields many 0/100% bars. * **Price Action Based** — splits by Close position within High-Low range; strength = |Close−mid|/(High−Low). Above mid → more Up; below mid → more Down. Falls back to direction if High==Low. * **Auto** — **Stocks/Index → None**, **Crypto/Futures/FX → Approx**. If you see too many 0/100 bars, switch to **Price Action Based**. --- # Rows & Meaning * **Volume** — total bar volume (no split). * **UpVol / DownVol** — directional intrabar volume. * **Delta (Δ)** — UpVol − DownVol. * **Absolute**: raw units * **Relative (Δ%)**: Δ / (Up+Down) × 100 * **Both**: shows both formats * **UpShare%** — UpVol / (Up+Down) × 100. >50% bullish, <50% bearish. * Helpful icons: ▲ (>65%), ▼ (<35%). --- # MTF Dashboard (🔧 Enable Dashboard) A single table with **Vol, Up, Down, Δ%, Share, Trend (🔼/🔽/⏭️)** for selected timeframes (M1…D1). Great for a fast “panorama” read of flow alignment across horizons. --- # Inputs (Grouped) ## Display * Toggle rows: **Volume / Up / Down / Delta / UpShare** * **Delta Display**: Absolute / Relative / Both ## Realtime & History * **History Mode**: Auto / None / Approx / Price Action Based * **Compact Numbers**: 1.2k, 1.25M, 3.4B… ## Theme & UI * **Theme Mode**: Auto / Light / Dark * **Row Spacing**: vertical spacing between rows * **Top Row Y**: moves the whole grid vertically * **Draw Guide Lines**: faint dotted guides * **Text Size**: Tiny / Small / Normal / Large ## 🔧 Dashboard Settings * **Enable Dashboard** * **📏 Table Text Size**: Tiny…Huge * **🦓 Zebra Rows** * **🔲 Table Border** ## ⏰ Timeframes (for Dashboard) * **M1…D1** toggles ## Contextual Coloring * **Enable Contextual Coloring**: opacity by signal strength * **Δ% cap / Share offset cap**: saturation caps * **Min/Max transparency**: solid vs faint extremes ## Label Density & Size * **Show every N-th bar**: draw labels only every Nth bar * **Limit to last X bars**: keep labels only in the most recent X bars ## Colors * Up / Down / Text / Guide ## Alerts * **Delta Threshold (abs)** — |Δ| in volume units * **UpShare > / <** — bullish/bearish thresholds * **Enable Δ% Alert**, **Δ% > +**, **Δ% < −** — relative delta levels --- # How to use (Quick Start) 1. Add the indicator to your chart (overlay=false → separate pane). 2. **History Mode**: * Crypto/Futures/FX → keep **Auto** or switch to **Price Action Based** for richer history. * Stocks/Index → prefer **None** or **Price Action Based** for safer splits. 3. **Label Density**: start with **Limit to last X bars = 30–150** and **Show every N-th bar = 2–4**. 4. **Contextual Coloring**: keep on to emphasize strong Δ% / Share moves. 5. **Dashboard**: enable and pick only the TFs you actually use. 6. **Alerts**: set thresholds (ideas below). --- # Alerts (in TradingView) Add alert → pick this indicator → choose any of: * **Delta exceeds threshold** (|Δ| > X) * **UpShare above threshold** (UpShare% > X) * **UpShare below threshold** (UpShare% < X) * **Relative Delta above +X%** * **Relative Delta below −X%** **Starter thresholds (tune per symbol & TF):** * **Crypto M1/M5**: Δ% > +25…35 (bullish), Δ% < −25…−35 (bearish) * **FX (tick volume)**: UpShare > 60–65% or < 40–35% * **Stocks (liquid)**: set **Absolute Δ** by typical volume scale (e.g., 50k / 100k / 500k) --- # Notes by Market Type * **Crypto/Futures**: 24/7 and high liquidity — **Price Action Based** often gives nicer history splits than Approx. * **Forex (FX)**: TradingView volume is typically **tick volume** (not true exchange volume). Treat Δ/Share as tick-based flow, still very useful intraday. * **Stocks/Index**: historical tick detail can be limited. **None** or **Price Action Based** is a safer default. If you see too many 0/100% shares, switch away from Approx. --- # “All Timeframes” accuracy * Works on **any TF** (M1 → D1/W1). * **Real-time accuracy** is strong for the open bar (live accumulation). * **Historical accuracy** depends on your **History Mode** (None = safest, Approx = fastest/simplest, Price Action Based = more nuanced). * The MTF dashboard uses `request.security` and therefore follows the same logic per TF. --- # Trade Ideas (Use-Cases) * **Scalping (M1–M5)**: a spike in Δ% + UpShare>65% + rising total Vol → momentum entries. * **Intraday (M5–M30–H1)**: when multiple TFs show aligned Δ%/Share (e.g., M5 & M15 bullish), join the trend. * **Swing (H4–D1)**: persistent Δ% > 0 and UpShare > 55–60% → structural accumulation bias. --- # Advantages * **True-feeling live flow** on the open bar. * **Adaptable history** (three modes) to match data quality. * **Clean visual layout** with guides, compact numbers, contextual opacity. * **MTF snapshot** for quick bias read. * **Performance controls** (last X bars, every N-th bar). --- # Limitations & Care * **FX uses tick volume** — interpret Δ/Share accordingly. * **History Mode is an approximation** — confirm with trend/structure/liquidity context. * **Illiquid symbols** can produce noisy or contradictory signals. * **Too many labels** can slow charts → raise N, lower X, or disable guides. --- # Best Practices (Checklist) * Crypto/Futures: prefer **Price Action Based** for history. * Stocks: **None** or **Price Action Based**; be cautious with **Approx**. * FX: pair Δ% & UpShare% with session context (London/NY) and volatility. * If labels overlap: tweak **Row Spacing** and **Text Size**. * In the dashboard, keep only the TFs you actually act on. * Alerts: start around **Δ% 25–35** for “punchy” moves, then refine per asset. --- # FAQ **1) Why do some closed bars show 0%/100% UpShare?** You’re on **Approx** history mode. Switch to **Price Action Based** for smoother splits. **2) Δ% looks strong but price doesn’t move — why?** Δ% is an **order-flow** measure. Price also depends on liquidity pockets, sessions, news, higher-timeframe structure. Use confirmations. **3) Performance slowdown — what to do?** Lower **Limit to last X bars** (e.g., 30–100), increase **Show every N-th bar** (2–6), or disable **Draw Guide Lines**. **4) Dashboard values don’t “match” the grid exactly?** Dashboard is multi-TF via `request.security` and follows the history logic per TF. Differences are normal. --- # Short “Store” Marketing Blurb Intrabar Volume Delta Grid reveals the order-flow inside every candle (Up/Down, Δ, UpShare%) — live and on history. With smart history splitting, an MTF dashboard, contextual emphasis, and flexible alerts, it helps you spot momentum and bias across Crypto, Forex (tick volume), and Stocks. Tidy labels and compact numbers keep the panel readable and fast.
Pine Script®指標
由a_jabbaroff提供
Clean Multi-Indicator Alignment System Overview A sophisticated multi-indicator alignment system designed for 24/7 trading across all markets, with pure signal-based exits and no time restrictions. Perfect for futures, forex, and crypto markets that operate around the clock. Key Features 🎯 Multi-Indicator Confluence System EMA Cross Strategy: Fast EMA (5) and Slow EMA (10) for precise trend direction VWAP Integration: Institution-level price positioning analysis RSI Momentum: 7-period RSI for momentum confirmation and reversal detection MACD Signals: Optimized 8/17/5 configuration for scalping responsiveness Volume Confirmation: Customizable volume multiplier (default 1.6x) for signal validation 🚀 Advanced Entry Logic Initial Full Alignment: Requires all 5 indicators + volume confirmation Smart Continuation Entries: EMA9 pullback entries when trend momentum remains intact Flexible Time Controls: Optional session filtering or 24/7 operation 🎪 Pure Signal-Based Exits No Forced Closes: Positions exit only on technical signal reversals Dual Exit Conditions: EMA9 breakdown + RSI flip OR MACD cross + EMA20 breakdown Trend Following: Allows profitable trends to run their full course Perfect for Swing Scalping: Ideal for multi-session position holding 📊 Visual Interface Real-Time Status Dashboard: Live alignment monitoring for all indicators Color-Coded Candles: Instant visual confirmation of entry/exit signals Clean Chart Display: Toggle-able EMAs and VWAP with professional styling Signal Differentiation: Clear labels for entries, X-crosses for exits 🔔 Alert System Entry Notifications: Separate alerts for buy/sell signals Exit Warnings: Technical breakdown alerts for position management Mobile Ready: Push notifications to TradingView mobile app Market Applications Perfect For: Gold Futures (GC): 24-hour precious metals trading NASDAQ Futures (NQ): High-volatility index scalping Forex Markets: Currency pairs with continuous operation Crypto Trading: 24/7 cryptocurrency momentum plays Energy Futures: Oil, gas, and commodity swing trades Optimal Timeframes: 1-5 Minutes: Ultra-fast scalping during high volatility 5-15 Minutes: Balanced approach for most markets 15-30 Minutes: Swing scalping for trend following 🧠 Smart Position Management Tracks implied position direction Prevents conflicting signals Allows trend continuation entries State-aware exit logic ⚡ Scalping Optimized Fast-reacting indicators with shorter periods Volume-based confirmation reduces false signals Clean entry/exit visualization Minimal lag for time-sensitive trades Configuration Options All parameters fully customizable: EMA Lengths: Adjustable from 1-30 periods RSI Period: 1-14 range for different market conditions MACD Settings: Fast (1-15), Slow (1-30), Signal (1-10) Volume Confirmation: 0.5-5.0x multiplier range Visual Preferences: Colors, displays, and table options Risk Management Features Clear visual exit signals prevent emotion-based decisions Volume confirmation reduces false breakouts Multi-indicator confluence improves signal quality Optional time filtering for session-specific strategies Best Use Cases Futures Scalping: NQ, ES, GC during active sessions Forex Swing Trading: Major pairs during overlap periods Crypto Momentum: Bitcoin, Ethereum trend following 24/7 Automated Systems: Algorithmic trading implementation Multi-Market Scanning: Portfolio-wide signal monitoring
Pine Script®指標
由Fizeks提供
1
BTC Future Gamma-Weighted Momentum Model (BGMM)The BTC Future Gamma-Weighted Momentum Model (BGMM) is a quantitative trading strategy that utilizes the Gamma-weighted average price (GWAP) in conjunction with a momentum-based approach to predict price movements in the Bitcoin futures market. The model combines the concept of weighted price movements with trend identification, where the Gamma factor amplifies the weight assigned to recent prices. It leverages the idea that historical price trends and weighting mechanisms can be utilized to forecast future price behavior. Theoretical Background: 1. Momentum in Financial Markets: Momentum is a well-established concept in financial market theory, referring to the tendency of assets to continue moving in the same direction after initiating a trend. Any observed market return over a given time period is likely to continue in the same direction, a phenomenon known as the “momentum effect.” Deviations from a mean or trend provide potential trading opportunities, particularly in highly volatile assets like Bitcoin. Numerous empirical studies have demonstrated that momentum strategies, based on price movements, especially those correlating long-term and short-term trends, can yield significant returns (Jegadeesh & Titman, 1993). Given Bitcoin’s volatile nature, it is an ideal candidate for momentum-based strategies. 2. Gamma-Weighted Price Strategies: Gamma weighting is an advanced method of applying weights to price data, where past price movements are weighted by a Gamma factor. This weighting allows for the reinforcement or reduction of the influence of historical prices based on an exponential function. The Gamma factor (ranging from 0.5 to 1.5) controls how much emphasis is placed on recent data: a value closer to 1 applies an even weighting across periods, while a value closer to 0 diminishes the influence of past prices. Gamma-based models are used in financial analysis and modeling to enhance a model’s adaptability to changing market dynamics. This weighting mechanism is particularly advantageous in volatile markets such as Bitcoin futures, as it facilitates quick adaptation to changing market conditions (Black-Scholes, 1973). Strategy Mechanism: The BTC Future Gamma-Weighted Momentum Model (BGMM) utilizes an adaptive weighting strategy, where the Bitcoin futures prices are weighted according to the Gamma factor to calculate the Gamma-Weighted Average Price (GWAP). The GWAP is derived as a weighted average of prices over a specific number of periods, with more weight assigned to recent periods. The calculated GWAP serves as a reference value, and trading decisions are based on whether the current market price is above or below this level. 1. Long Position Conditions: A long position is initiated when the Bitcoin price is above the GWAP and a positive price movement is observed over the last three periods. This indicates that an upward trend is in place, and the market is likely to continue in the direction of the momentum. 2. Short Position Conditions: A short position is initiated when the Bitcoin price is below the GWAP and a negative price movement is observed over the last three periods. This suggests that a downtrend is occurring, and a continuation of the negative price movement is expected. Backtesting and Application to Bitcoin Futures: The model has been tested exclusively on the Bitcoin futures market due to Bitcoin’s high volatility and strong trend behavior. These characteristics make the market particularly suitable for momentum strategies, as strong upward or downward movements are often followed by persistent trends that can be captured by a momentum-based approach. Backtests of the BGMM on the Bitcoin futures market indicate that the model achieves above-average returns during periods of strong momentum, especially when the Gamma factor is optimized to suit the specific dynamics of the Bitcoin market. The high volatility of Bitcoin, combined with adaptive weighting, allows the model to respond quickly to price changes and maximize trading opportunities. Scientific Citations and Sources: • Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65–91. • Black, F., & Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3), 637–654. • Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance, 47(2), 427–465.
Pine Script®策略
由EdgeTools提供
Advanced ORB Strategy - Multi-Filter Breakout System═══════════════════════════════════════════════════════════════════════════ 🏆 MOMENTUM BREAKOUT PRO V2 - ENHANCED PROFITABILITY EDITION ═══════════════════════════════════════════════════════════════════════════ The most advanced Opening Range Breakout (ORB) strategy on TradingView, designed for serious day traders who demand institutional-grade filtering and risk management. This isn't just another breakout strategy – it's a complete trading system with 7 profit-boosting enhancements. ⭐ IF THIS STRATEGY HELPS YOU, PLEASE BOOST & FOLLOW FOR UPDATES! ⭐ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 WHAT MAKES THIS VERSION DIFFERENT? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Most ORB strategies fail because they trade EVERY breakout. This strategy uses 7 intelligent filters to trade ONLY the highest-probability setups: ✅ ADX Trend Strength Filter - Eliminates choppy, low-probability markets ✅ Enhanced Volume Spike Detection - Confirms institutional participation ✅ RSI Momentum Filter - Avoids exhausted/overbought moves ✅ Range Size Validation - Filters abnormal range conditions ✅ Trading Hours Window - Focuses on high-liquidity sessions ✅ Dynamic ATR-Based Stops - Adapts to market volatility ✅ Trailing Stops + Partial Exits - Maximizes profit capture ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 STRATEGY LOGIC OVERVIEW ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔹 STEP 1: RANGE FORMATION At the specified session open (default 9:30 AM EST), the strategy calculates the high/low range of the first N candles (default: 5 candles). 🔹 STEP 2: MULTI-FILTER VALIDATION Before entering ANY trade, all active filters must confirm: ├─ ADX > 25 (trending market, not ranging) ├─ Volume > 1.5x average (institutional involvement) ├─ RSI not overbought/oversold (room to run) ├─ Range size 0.3-3% of price (valid range) ├─ Within trading hours (9:30 AM - 3:00 PM) ├─ SuperTrend contrarian confirmation └─ Bullish/bearish candle close 🔹 STEP 3: SMART ENTRY EXECUTION • LONG: Price breaks above range high + all filters green • SHORT: Price breaks below range low + all filters green 🔹 STEP 4: ADVANCED POSITION MANAGEMENT • Initial stop: Range boundary + 0.5 ATR buffer • Partial exit: 50% position at 1.5R (locks in profit) • Trailing stop: Remaining 50% trails by 1.5% • Target: 2.5R (risk/reward ratio) • Emergency exit: Opposite range breakout 🔹 STEP 5: END-OF-DAY PROTECTION All positions automatically close at 3:45 PM to avoid overnight risk. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 7 PROFITABILITY ENHANCEMENTS EXPLAINED ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔥 ENHANCEMENT #1: ADX TREND STRENGTH FILTER ❌ Problem: Trading during choppy, ranging markets destroys profitability ✅ Solution: Only trade when ADX > threshold (default: 25) 📈 Expected Impact: +15-25% win rate improvement 💡 Why It Works: Breakouts fail in ranging markets; ADX ensures trending conditions 🔥 ENHANCEMENT #2: ENHANCED VOLUME SPIKE DETECTION ❌ Problem: Volume "above average" is too weak a filter ✅ Solution: Require 1.5x volume spike minimum (adjustable) 📈 Expected Impact: +20% reduction in false breakouts 💡 Why It Works: Real breakouts have institutional volume behind them 🔥 ENHANCEMENT #3: RSI MOMENTUM CONFIRMATION ❌ Problem: Entering breakouts on exhausted moves ✅ Solution: Long only if RSI 50-60, Short only if RSI 40-50 📈 Expected Impact: +10-15% better entry quality 💡 Why It Works: Avoids buying tops and selling bottoms 🔥 ENHANCEMENT #4: RANGE SIZE VALIDATION ❌ Problem: Too-tight ranges = noise, too-wide ranges = gaps/news ✅ Solution: Only trade ranges between 0.3% - 3% of price 📈 Expected Impact: +15-20% win rate improvement 💡 Why It Works: Filters abnormal market conditions 🔥 ENHANCEMENT #5: TRADING HOURS WINDOW ❌ Problem: Late-day trades have lower success and higher risk ✅ Solution: Only trade 9:30 AM - 3:00 PM (customizable) 📈 Expected Impact: +10-15% profit factor increase 💡 Why It Works: Best liquidity and trends happen during core hours 🔥 ENHANCEMENT #6: DYNAMIC ATR-BASED STOPS ❌ Problem: Fixed stops get hit in volatile markets, too wide in calm markets ✅ Solution: Stop = Range boundary + (0.5 × ATR) 📈 Expected Impact: +20% fewer premature stop-outs 💡 Why It Works: Adapts to current volatility conditions 🔥 ENHANCEMENT #7: TRAILING STOPS + PARTIAL EXITS ❌ Problem: Giving back too much profit on reversals ✅ Solution: Take 50% profit at 1.5R, trail remaining 50% 📈 Expected Impact: +30-50% profit capture improvement 💡 Why It Works: Locks in guaranteed profit while letting winners run ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ COMPREHENSIVE SETTINGS & CUSTOMIZATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 TREND FILTER (SuperTrend) ├─ ATR Period: 10 (default) ├─ Multiplier: 3.0 (default) └─ Purpose: Contrarian entries against prevailing trend 💪 ADX FILTER (Trend Strength) ├─ Enable/Disable Toggle ├─ ADX Length: 14 (default) ├─ ADX Threshold: 25 (default, adjustable 10-50) └─ Purpose: Only trade trending markets ⏰ SESSION & TIME SETTINGS ├─ Session Start Hour: 9 (default) ├─ Session Start Minute: 30 (default) ├─ Timezone: NY/London/India ├─ Range Candle Count: 5 (default, 1-20) ├─ Trading Start Hour: 9:30 AM ├─ Trading End Hour: 3:00 PM └─ End-of-Day Auto-Close: 3:45 PM 📊 VOLUME SETTINGS ├─ Enable/Disable Toggle ├─ Volume MA Period: 50 (default) ├─ Volume Spike Multiplier: 1.5x (default) └─ Purpose: Confirm institutional participation 📏 RANGE VALIDATION ├─ Enable/Disable Toggle ├─ Minimum Range %: 0.3% (default) ├─ Maximum Range %: 3.0% (default) └─ Purpose: Filter abnormal range conditions 🎲 MOMENTUM FILTER (RSI) ├─ Enable/Disable Toggle ├─ RSI Length: 14 (default) ├─ Overbought Level: 60 (long entries must be below) ├─ Oversold Level: 40 (short entries must be above) └─ Purpose: Avoid exhausted moves 💰 RISK MANAGEMENT ├─ Risk/Reward Ratio: 2.5 (default) ├─ ATR Length: 14 (for dynamic stops) ├─ ATR Multiplier: 2.0 (stop buffer) ├─ Trailing Stop %: 1.5% (default) ├─ Partial Exit: 50% at 1.5R ├─ Position Size: 2% of equity per trade └─ Purpose: Professional-grade risk control ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 RECOMMENDED SETTINGS BY ASSET CLASS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 US STOCKS (SPY, QQQ, AAPL, TSLA) ├─ Timeframe: 5-minute ├─ Session: 9:30 AM EST ├─ Range Candles: 5-8 ├─ ADX Threshold: 25 ├─ Volume Multiplier: 1.5x ├─ R:R Ratio: 2.5 └─ Expected Win Rate: 60-65% 💱 FOREX PAIRS (EUR/USD, GBP/USD) ├─ Timeframe: 15-minute ├─ Session: London Open (3:00 AM EST) or NY Open (9:30 AM EST) ├─ Range Candles: 4-6 ├─ ADX Threshold: 20 ├─ Volume Multiplier: Not applicable (use tick volume) ├─ R:R Ratio: 2.0-2.5 └─ Expected Win Rate: 55-60% ₿ CRYPTOCURRENCY (BTC, ETH) ├─ Timeframe: 15-minute or 30-minute ├─ Session: 9:30 AM EST or 12:00 AM UTC ├─ Range Candles: 6-8 ├─ ADX Threshold: 30 (crypto is volatile) ├─ Volume Multiplier: 2.0x ├─ R:R Ratio: 3.0-4.0 └─ Expected Win Rate: 55-60% 🔮 FUTURES (ES, NQ, YM) ├─ Timeframe: 5-minute ├─ Session: 9:30 AM EST ├─ Range Candles: 5-6 ├─ ADX Threshold: 25 ├─ Volume Multiplier: 1.5x ├─ R:R Ratio: 2.5 └─ Expected Win Rate: 60-65% ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎨 VISUAL FEATURES & INTERFACE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 ON-CHART INDICATORS ├─ SuperTrend line (Green = Bearish, Red = Bullish) ├─ Opening Range High (Green circles) ├─ Opening Range Low (Red circles) ├─ Long signals (Green triangle up) ├─ Short signals (Red triangle down) └─ Background color (Green = all filters valid, Red = filters failing) 📈 INFORMATION DASHBOARD (Top Right) Real-time display of: ├─ ADX Value & Status (Green = trending, Red = ranging) ├─ RSI Value & Level ├─ Range Size % (Green = valid, Red = invalid) ├─ Volume Spike Status (✓ or ✗) └─ All key metrics at a glance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 EXPECTED PERFORMANCE METRICS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CONSERVATIVE SETTINGS (All Filters Enabled) ├─ Win Rate: 60-65% ├─ Profit Factor: 1.8-2.5 ├─ Average R:R: 2.5 ├─ Max Drawdown: 8-12% ├─ Trades per Day: 1-3 (highly selective) └─ Best For: Consistent, low-stress trading ⚡ AGGRESSIVE SETTINGS (Looser Filters) ├─ Win Rate: 50-55% ├─ Profit Factor: 1.5-2.0 ├─ Average R:R: 3.0 ├─ Max Drawdown: 12-18% ├─ Trades per Day: 3-6 (more opportunities) └─ Best For: Active traders seeking more action 📊 COMPARISON TO BASIC ORB STRATEGIES ├─ Win Rate: +15-20% improvement ├─ Profit Factor: +50-70% improvement ├─ Max Drawdown: -40% reduction ├─ Average Win/Loss: +25% improvement └─ False Signals: -60% reduction ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 HOW TO USE THIS STRATEGY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 STEP 1: CHOOSE YOUR INSTRUMENT Select a liquid instrument with clear price action: ✅ Best: SPY, QQQ, AAPL, MSFT, NVDA, TSLA ✅ Good: Major forex pairs, BTC, ETH, index futures ❌ Avoid: Low-volume penny stocks, illiquid markets 📌 STEP 2: SET TIMEFRAME • Stocks/Futures: 5-minute chart • Forex: 15-minute chart • Crypto: 15-30 minute chart 📌 STEP 3: CONFIGURE SETTINGS Start with default settings, then optimize: • Backtest on your specific instrument • Adjust ADX threshold (higher = fewer, better trades) • Modify volume multiplier based on asset • Set appropriate trading hours for your timezone 📌 STEP 4: BACKTEST THOROUGHLY • Test on at least 3-6 months of data • Look for consistent performance across months • Target 55%+ win rate and 1.5+ profit factor • Check max drawdown tolerance 📌 STEP 5: PAPER TRADE FIRST • Run on demo account for 2-4 weeks • Verify execution matches backtests • Get comfortable with the signals • Understand when to override (news events, etc.) 📌 STEP 6: GO LIVE WITH DISCIPLINE • Start with minimum position size • Never risk more than 1-2% per trade • Keep a trading journal • Review and adjust monthly ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔥 OPTIMIZATION TIPS FOR MAXIMUM PROFIT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIP #1: Start Conservative Enable ALL filters initially. Once profitable, selectively disable filters to increase trade frequency. 💡 TIP #2: Adjust ADX by Market Conditions • Trending markets (tech stocks): ADX 20-25 • Choppy markets (utilities): ADX 30-35 • Crypto: ADX 25-30 💡 TIP #3: Customize Range Size High volatility stocks need wider ranges (0.5-4%), low volatility needs tighter (0.2-2%). 💡 TIP #4: Volume is King Don't compromise on volume filter. This is the #1 false breakout eliminator. 💡 TIP #5: Time Your Trades First 2 hours (9:30-11:30 AM) usually have best setups. Avoid lunch chop (11:30-1:30). 💡 TIP #6: Use Trailing Stops Always enable trailing stops. They dramatically improve profit capture on big moves. 💡 TIP #7: Scale Position Size Increase position size on "perfect setups" (all filters strongly confirming). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT RISK WARNINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚨 CRITICAL DISCLAIMERS: ⚠️ Past performance does NOT guarantee future results ⚠️ All trading involves substantial risk of loss ⚠️ Never trade with money you cannot afford to lose ⚠️ This strategy can and will have losing streaks ⚠️ Backtests may not reflect real-world slippage/commissions ⚠️ Always paper trade before risking real capital ⚠️ Use proper position sizing (max 1-2% risk per trade) ⚠️ Markets change - strategies require ongoing monitoring ⚠️ News events can invalidate all technical signals ⚠️ Not financial advice - for educational purposes only 🛡️ RECOMMENDED RISK MANAGEMENT: • Maximum 1-2% account risk per trade • Daily loss limit: 6% of account • Weekly loss limit: 10% of account • Take a break after 3 consecutive losses • Review and optimize monthly • Maintain 6-12 months of living expenses as emergency fund ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ❓ FREQUENTLY ASKED QUESTIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Q: What timeframe works best? A: 5-minute for stocks/futures, 15-minute for forex/crypto. Q: How many trades per day should I expect? A: With all filters: 1-3 quality setups. With loose filters: 3-6 setups. Q: Does this work on all markets? A: Best on liquid markets with clear trends. Avoid low-volume instruments. Q: Can I use this for swing trading? A: Yes, but adjust to daily timeframe and modify session times. Q: What's the minimum account size? A: $5,000+ recommended for stocks, $1,000+ for forex/crypto. Q: Do I need to enable all filters? A: Start with all enabled, then selectively disable based on backtests. Q: How do I handle news events? A: Avoid trading during major news (FOMC, earnings, NFP). Close positions or stay flat. Q: What's the best R:R ratio? A: 2.5 for stocks, 2.0 for forex, 3.0+ for crypto. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📞 SUPPORT & COMMUNITY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💬 GETTING HELP: ├─ Questions? Comment below (I respond to all!) ├─ Share your backtest results in comments ├─ Report bugs or issues └─ Suggest improvements or new features 🎯 SHOW YOUR SUPPORT: ├─ 👍 BOOST this script if you find it valuable ├─ 👤 FOLLOW for updates and new strategies ├─ 💬 COMMENT with your results and feedback ├─ ⭐ SHARE with your trading community └─ 📊 POST your best trades using this strategy! 🔔 STAY UPDATED: Follow me for: ├─ Strategy updates and bug fixes ├─ New indicator releases ├─ Optimization tips and tricks ├─ Live market analysis └─ Educational content ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 VERSION HISTORY & UPDATES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🆕 VERSION 2.0 (Current) - Enhanced Profitability Edition ├─ Added ADX trend strength filter ├─ Enhanced volume spike detection (1.5x multiplier) ├─ Added RSI momentum confirmation ├─ Implemented range size validation ├─ Added trading hours window ├─ Dynamic ATR-based stops ├─ Trailing stops + partial exits ├─ Real-time dashboard display └─ Comprehensive optimization options 📊 VERSION 1.0 - Original Release ├─ Basic ORB detection ├─ SuperTrend filter ├─ Simple volume filter └─ Fixed R:R exits ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 LICENSE & TERMS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © 2024 zakaria safri - All Rights Reserved 📄 LICENSE: MIT License (Open Source) You are free to: ✅ Use this strategy for personal trading ✅ Modify and customize for your needs ✅ Share with others (with credit) ✅ Learn from and build upon the code You must: ⚠️ Keep the copyright notice intact ⚠️ Provide attribution if sharing ⚠️ Not claim as your own original work 🚫 DISCLAIMER: This strategy is provided "as is" for EDUCATIONAL PURPOSES ONLY. The creator assumes NO responsibility for any financial losses incurred from using this strategy. All trading carries risk. Past performance does not guarantee future results. Always consult with a qualified financial advisor before making investment decisions. ═══════════════════════════════════════════════════════════════════════════ 🏷️ TAGS: #ORB #OpeningRangeBreakout #DayTrading #ADX #SuperTrend #VolumeAnalysis #RSI #BreakoutStrategy #MomentumTrading #RiskManagement #TrailingStop #ProfessionalTrading #AlgorithmicTrading #SmartFilters #HighWinRate #TrendFilter #SessionTrading #ScalpingStrategy #SwingTrading #TechnicalAnalysis ═══════════════════════════════════════════════════════════════════════════
Pine Script®策略
由zakariasafri47提供
Market Regime IndexThe Market Regime Index is a top-down macro regime nowcasting tool that offers a consolidated view of the market’s risk appetite. It tracks 32 of the world’s most influential markets across asset classes to determine investor sentiment by applying trend-following signals to each independent asset. It features adjustable parameters and a built-in alert system that notifies investors when conditions transition between Risk-On and Risk-Off regimes. The selected markets are grouped into equities (7), fixed income (9), currencies (7), commodities (5), and derivatives (4): Equities = S&P 500 E-mini Index Futures, Nasdaq-100 E-mini Index Futures, Russell 2000 E-mini Index Futures, STOXX Europe 600 Index Futures, Nikkei 225 Index Futures, MSCI Emerging Markets Index Futures, and S&P 500 High Beta (SPHB)/Low Beta (SPLV) Ratio. Fixed Income = US 10Y Treasury Yield, US 2Y Treasury Yield, US 10Y-02Y Yield Spread, German 10Y Bund Yield, UK 10Y Gilt Yield, US 10Y Breakeven Inflation Rate, US 10Y TIPS Yield, US High Yield Option-Adjusted Spread, and US Corporate Option-Adjusted Spread. Currencies = US Dollar Index (DXY), Australian Dollar/US Dollar, Euro/US Dollar, Chinese Yuan/US Dollar, Pound Sterling/US Dollar, Japanese Yen/US Dollar, and Bitcoin/US Dollar. Commodities = ICE Brent Crude Oil Futures, COMEX Gold Futures, COMEX Silver Futures, COMEX Copper Futures, and S&P Goldman Sachs Commodity Index (GSCI) Futures. Derivatives = CBOE S&P 500 Volatility Index (VIX), ICE US Bond Market Volatility Index (MOVE), CBOE 3M Implied Correlation Index, and CBOE VIX Volatility Index (VVIX)/VIX. All assets are directionally aligned with their historical correlation to the S&P 500. Each asset contributes equally based on its individual bullish or bearish signal. The overall market regime is calculated as the difference between the number of Risk-On and Risk-Off signals divided by the total number of assets, displayed as the percentage of markets confirming each regime. Green indicates Risk-On and occurs when the number of Risk-On signals exceeds Risk-Off signals, while red indicates Risk-Off and occurs when the number of Risk-Off signals exceeds Risk-On signals. Bullish Signal = (Fast MA – Slow MA) > (ATR × ATR Margin) Bearish Signal = (Fast MA – Slow MA) < –(ATR × ATR Margin) Market Regime = (Risk-On signals – Risk-Off signals) ÷ Total assets This indicator is designed with flexibility in mind, allowing users to include or exclude individual assets that contribute to the market regime and adjust the input parameters used for trend signal detection. These parameters apply to each independent asset, and the overall regime signal is smoothed by the signal length to reduce noise and enhance reliability. Investors can position according to the prevailing market regime by selecting factors that have historically outperformed under each regime environment to minimise downside risk and maximise upside potential: Risk-On Equity Factors = High Beta > Cyclicals > Low Volatility > Defensives. Risk-Off Equity Factors = Defensives > Low Volatility > Cyclicals > High Beta. Risk-On Fixed Income Factors = High Yield > Investment Grade > Treasuries. Risk-Off Fixed Income Factors = Treasuries > Investment Grade > High Yield. Risk-On Commodity Factors = Industrial Metals > Energy > Agriculture > Gold. Risk-Off Commodity Factors = Gold > Agriculture > Energy > Industrial Metals. Risk-On Currency Factors = Cryptocurrencies > Foreign Currencies > US Dollar. Risk-Off Currency Factors = US Dollar > Foreign Currencies > Cryptocurrencies. In summary, the Market Regime Index is a comprehensive macro risk-management tool that identifies the current market regime and helps investors align portfolio risk with the market’s underlying risk appetite. Its intuitive, color-coded design makes it an indispensable resource for investors seeking to navigate shifting market conditions and enhance risk-adjusted performance by selecting factors that have historically outperformed. While it has proven historically valuable, asset-specific characteristics and correlations evolve over time as market dynamics change.
Pine Script®指標
由QuantitativeAlpha提供
Synthetic Implied APROverview The Synthetic Implied APR is an artificial implied APR, designed to imitate the implied APR seen when trading cryptocurrency funding rates. It combines real-time funding rates with premium data to calculate an artificial market expectation of the annualized funding rate. The (actual) implied APR is the market's expectation of the annualized funding rate. This is dependent on bid/ask impacts of the implied APR, something which is currently unavailable to fetch with TradingView. In essence, an implied APR of X% means traders believe that asset's funding fees to average X% when annualized. What's important to understand, is that the actual value of the synthetic implied APR is not relevant. We only simply use its relative changes when we trade (i.e if it crosses above/below its MA for a given weight). Even for the same asset, the implied APRs will change depending on days to maturity. How it calculates The synthetic implied APR is calculated with these steps: Collects premium data from perpetual futures markets using optimized lower timeframe requests (check my 'Predicted Funding Rates' indicator) Calculates the funding rate by adding the premium to an interest rate component (clamped within exchange limits) Derives the underlying APR from the 8-hour funding rate (funding rate × 3 × 365) Apply a weighed formula that imitates both the direction (underlying APR) with the volatility of prices (from the premium index and funding) premium_component = (prem_avg / 50 ) * 365 weighedprem = (weight * fr) + ((1 - weight) * apr) + (premium_component * 0.3) impliedAPR = math.avg(weighedprem, ta.sma(apr, maLength)) How to use it: Generally Preface: Funding rates are an indication of market sentiment If funding is positive, generally the market is bullish as longs are willing to pay shorts funding If funding is negative, generally the market is bearish as shorts are willing to pay longs funding So, this script can be used like a typical oscillator: Bullish: If implied APR > MA OR if implied APR MA is green Bearish: If implied APR < MA OR if implied APR MA is red The components: Synthetic Implied APR: The main metric. At current setting of 0.7, it imitates volatility Weight: The higher the value, the smoother the synthetic implied APR is (and MA too). This value is very important to the imitation. At 0.7, it imitates the actual volatility of the implied APR. At weight = 1, it becomes very smooth. Perfect for trading Synthetic Implied APR Moving Average: A moving average of the Synthetic implied APR. Can choose from multiple selections, (SMA, EMA, WMA, HMA, VWMA, RMA) How to use it: Trading Funding When trading funding there're multiple ways to use it with different settings Trade funding rates with trend changes Settings: Weight = 1 Method 1: When the implied APR MA turns green, long funding rates (or short if red) Method 2: When the implied APR crosses above the MA, long funding rates (or short when crosses below) Trade funding rates with MA pullbacks Settings: Weight = 0.7, timeframe 15m In an uptrend: When implied APR crosses below then above the script, long funding opportunity In an downtrend: When implied APR crosses above then below the script, shortfunding opportunity You can determine the trend with the method before, using a weight of 1 To trade funding rates, it's best to have these 3 scripts at these settings: Predicted Funding Rates: This allows you to see the predicted funding rates and see if they've maxxed out for added confluence too (+/-0.01% usually for Binance BTC futures) Synthetic implied APR: At weight 1, the MA provides a good trend (whether close above/below or colour change) Synthetic implied APR: At weight 0.7, it provides a good imitation of volatility How to use it: Trading Futures When trading futures: You can determine roughly what the trend is, if the assumption is made that funding rates can help identify trends if used as a sentiment indicator. It should be supplemented with traditional trend trading methods To prevent whipsaws, weight should remain high Long trend: When the implied APR MA turns green OR when it crosses above its MA Short trend: When the implied APR MA turns red OR when it below above its MA Why it's original This indicator introduces a unique synthetic weighting system that combines funding rates, underlying APR, and premium components in a way not found in existing TradingView scripts. Trading funding rates is a niche area, there aren't that many scripts currently available. And to my knowledge, there's no synthetic implied APR scripts available on TradingView either. So I believe this script to be original in that sense. Notes Because it depends on my triangular weighting algos, optimal accuracy is found on timeframes that are 4H or less. On higher timeframes, the accuracy drops off. Best timeframes for intraday trading using this are 15m or 1 hour The higher the timeframe, the lower the MA one should use. At 1 hour, 200 or higher is best. At say, 4h, length of 50 is best Only works for coins that have a Binance premium index Inputs Funding Period - Select between "1 Hour" or "8 Hour" funding cycles. 8 hours is standard for Binance Table - Toggle the information dashboard on/off to show or hide real-time metrics including funding rate, premium, and APR value Weight - Controls the balance between funding rate (higher values = smoother) and APR (lower values = more responsive) in the calculation, ranging from 0.0 to 1.0. Default is 0.7, this imitates the volatility Auto Timeframe Implied Length - Automatically calculates optimal smoothing length based on your chart timeframe for consistent behavior across different time periods Manual Implied Length - Sets a fixed smoothing length (in bars) when auto mode is disabled, with lower values being more responsive and higher values being smoother Show Implied APR MA - Displays an additional moving average line of the Synthetic Implied APR to help identify trend direction and crossover signals MA Type for Implied APR - Selects the calculation method (SMA, EMA, WMA, HMA, VWMA, or RMA) for the moving average, each offering different responsiveness and lag characteristics MA Length for Implied APR - Sets the lookback period (1-500 bars) for the moving average, with shorter lengths providing more signals and longer lengths filtering noise Show Underlying APR - Displays the raw APR calculation (without synthetic weighting) as a reference line to compare against the main indicator Bullish Color - Sets the color for positive values in the table and rising MA line Bearish Color - Sets the color for negative values in the table and falling MA line Table Background - Customizes the background color and transparency of the information dashboard Table Text Color - Sets the color for label text in the left column of the information table Table Text Size - Controls the font size of table text with options from Tiny to Huge
Pine Script®指標
由stormeta提供